Hello, I have tried running a code given to me to predict a pseudo out-of-sample forecast using a loop of autoregression, but I only get syntax error. I suspect I must download an extension or something, but I'm not sure. I would appreciate any help!
Here's my code:
local start = tq(2003q1)
local end = tq(2012q4)
gen forecast = .
forvalues i = `start'/`end' {
* AR(2) regression ;
reg d_infl L(1/2).d_infl if quarter >= tq(1963q1) & quarter <=`i', robust
* forecast for the next period ;
replace forecast = _b[_cons] + _b[L1.d_infl]*L1.d_infl+ _b[L2.d_infl]*L2.d_infl if quarter == `i' + 1 ;
}
Related Posts with Pseudo out-of-sample forecast using loops
Transforming survey results to numerical codes appropiately (Encoding help)Stata and Stata Forum Beginner here. Situation: Using Limesurvey data for a health-related QOL stud…
Create Dataset in Stata using a LoopI'm having trouble finding guidance on this. I want to create a dataset that has a variable called "…
meta regression missing dataHi everybody, I have to do a meta-analysis. The aim of this meta-analysis (37 studies) is THE preva…
ologit in favour of parsimoniousness despite violated parallel lines?Dear Statalists, I could use your input on the following 😊 My case: I am testing the influence of…
Coefplot with note() optionDear Ladies and Gentlemen, I would like to have a longer note comment under my graphs stretching ov…
Subscribe to:
Post Comments (Atom)
0 Response to Pseudo out-of-sample forecast using loops
Post a Comment